Because doing something like that is not only a space and data duplication problem, but also a security problem where you have to be sure that when a specific p

Because doing something like that is not only a space and data duplication problem, but also a security problem where you have to be sure that when a specific program has a critical bug (let's take openssl for instance) all the "self-contained programs" that you have on your machine get updated at the specific version that can save your ass... and that's become a vendor-specific issue, not something that you as a user or admin can solve directly and easily.